Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'382 CHF | 254'407 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'054 CHF | 254'079 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'196 CHF | 255'221 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'404 CHF | 254'429 CHF | 99.98% | 99.98% |
14.11.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'309 CHF | 254'334 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'821 CHF | 253'846 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'409 CHF | 254'434 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'755 CHF | 254'780 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'699 CHF | 253'724 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'447 CHF | 254'472 CHF | 100.00% | 100.00% |